+124.3%
TDG vs DD
+56.1%
+68.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.9% | -3.5% | +1.6% | -0.6% |
| 30D | -7.7% | -11.7% | +3.9% | -3.3% |
| 3M | -9.3% | -9.2% | -0.1% | -6.2% |
| 6M | -9.4% | -7.2% | -2.2% | -7.4% |
| YTD | -14.3% | +6.6% | -20.9% | -17.6% |
| 1Y | -11.8% | +32.0% | -43.8% | -23.0% |
| 3Y | +52.0% | +42.1% | +9.8% | +23.5% |
| All | +124.3% | +56.1% | +68.2% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling